0.45Open0.25Pre Close22 Volume6 Open Interest102.00Strike Price812.00Turnover35.46%IV4.99%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1107Delta0.0497Gamma486.73Leverage Ratio-0.0786Theta0.0013Rho53.88Eff Leverage0.0202Vega